Estimation of seasonal fractionally integrated processes (Q959186): Difference between revisions

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+Q3746737
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+Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
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+Q4865042
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+State space modeling of long-memory processes
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+A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+A generalized fractionally differencing approach in long-memory modeling
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+ON GENERALIZED FRACTIONAL PROCESSES
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+ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION
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+(MIS)SPECIFICATION OF LONG MEMORY IN SEASONAL TIME SERIES
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+Fractional differencing
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+A comparison of estimation methods in non-stationary ARFIMA processes
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+Predictors for Seasonal and Nonseasonal Fractionally Integrated ARIMA Models
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+ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM
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+ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY
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+Asymptotic theory of statistical inference for time series
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+A k-Factor GARMA Long-memory Model
@@ Property / cites work: A k-Factor GARMA Long-memory Model / rank @@
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